Perhaps they mean tricky in the same way my PhD interview was - albeit I my interview was at QMUL.
During my interview I was faced - well more barraged - with several "problems" within my proposal. By which I mean areas that I would need to carefully negotiate rather than massive gaps in my knowledge. I had anticipated this, and was well versed in how I would approach these issues -given you'll be facing an expert panel, the sheer number of questions and picking apart of your answers can be intimating.
I'd recommend sussing out the challenging elements of your proposal and knowing how you can defend/show you've considered your proposal from all areas.